Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47311.48 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45916.5 Kr¶

PnL: ---------------------------------------> -972.07 Kr¶

DD now: ---------------------------------> -2.711 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:50:23.367442'

Anic Portfolio¶

Today¶

Return: -0.259 %¶

This Week¶

Return: -1.255 %¶

Total¶

Return: 54.886 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.880000 2765.000000 129.000000 4.890000 2636.000010
HMS Networks 2 15.930000 801.800000 128.800000 19.140000 673.000000
SAAB B 8 0.890000 3438.400000 61.400000 1.820000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.380000 393.500000 38.500000 10.850000 355.000000
Boozt 12 0.940000 1683.600000 29.600000 1.790000 1653.999996
Corem Property Group B 59 -2.100000 604.160000 27.160000 4.710000 576.999999
Resurs Holding 22 -1.240000 594.440000 20.440000 3.560000 573.999998
AcadeMedia 12 -1.560000 576.480000 19.480000 3.500000 557.000004
Intrum 4 2.980000 546.000000 19.000000 3.610000 527.000000
OEM International B 7 1.690000 546.700000 18.700000 3.540000 527.999997
Nordea Bank Abp 29 0.050000 3470.720000 16.720000 0.480000 3453.999992
Eastnine 4 0.480000 504.800000 13.800000 2.810000 491.000000
Swedbank A 3 -0.490000 576.900000 12.900000 2.290000 564.000000
Securitas B 6 0.060000 579.120000 9.120000 1.600000 570.000000
Karnov Group 9 0.670000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
CTEK 13 2.010000 539.760000 5.760000 1.080000 533.999999
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
Coor Service Management Hold. 8 -0.370000 533.200000 1.200000 0.230000 532.000000
Handelsbanken A 5 0.140000 540.500000 -5.500000 -1.010000 546.000000
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -3.330000 540.600000 -33.400000 -5.820000 574.000000
International Petroleum Corp. 5 0.180000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Beijer Electronics Group 26 -9.770000 2834.000000 -137.000000 -4.610000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 2.250000 1434.600000 -229.400000 -13.790000 1663.999992
Axfood 13 -3.130000 3464.500000 -291.500000 -7.760000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45916.500000 -972.070000 -2.71111% 46888.564618

Updated:¶

'2023-01-26 15:50:36.576492'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶